S&P 500 Index in 30 minutes frequency
library(ggplot2)
library(tidyverse)
library(stargazer)
library(xts)
library(dygraphs)
SPY_5min <- read_csv("https://c51a.myqnapcloud.com/share.cgi?tunnel_agent_id=641e3a1ae2ddb24cb4c62e36&ssid=2369b3f6344748bca2467b500b6c323d&filename=SPX.txt&fid=2369b3f6344748bca2467b500b6c323d&path=%2Findex%2F30min&openfolder=forcedownload", col_names = FALSE)
names(SPY_5min)[1]<-"Date"
names(SPY_5min)[2]<-"Open"
names(SPY_5min)[3]<-"High"
names(SPY_5min)[4]<-"Low"
names(SPY_5min)[5]<-"Close"
SPY_5min$R=(SPY_5min$Close-SPY_5min$Open)/SPY_5min$Open
SPY_5min$YEAR<-as.numeric(substr(SPY_5min$Date,1,4))
SPY_5min$MONTH<-as.numeric(substr(SPY_5min$Date,6,7))
SPY_5min$DAY<-as.numeric(substr(SPY_5min$Date,9,10))
SPY_5min$HOUR<-as.numeric(substr(SPY_5min$Date,12,13))
SPY_5min$MINUTE<-as.numeric(substr(SPY_5min$Date,15,16))
SPY_5min$DT=make_datetime(SPY_5min$YEAR,SPY_5min$MONTH,SPY_5min$DAY,SPY_5min$HOUR,SPY_5min$MINUTE)
datetimes= SPY_5min$DT
series <- xts(SPY_5min[,2:5], order.by = datetimes, tz="GMT")
dygraph(series) %>%
dyCandlestick()
Bitcoin in 30 minutes frequency
library(ggplot2)
library(tidyverse)
library(stargazer)
library(xts)
library(dygraphs)
SPY_5min <- read_csv("https://c51a.myqnapcloud.com/share.cgi?tunnel_agent_id=641e3a1ae2ddb24cb4c62e36&ssid=2369b3f6344748bca2467b500b6c323d&filename=BTC.txt&fid=2369b3f6344748bca2467b500b6c323d&path=%2Fcrypto%2F30min&openfolder=forcedownload", col_names = FALSE)
names(SPY_5min)[1]<-"Date"
names(SPY_5min)[2]<-"Open"
names(SPY_5min)[3]<-"High"
names(SPY_5min)[4]<-"Low"
names(SPY_5min)[5]<-"Close"
SPY_5min$R=(SPY_5min$Close-SPY_5min$Open)/SPY_5min$Open
SPY_5min$YEAR<-as.numeric(substr(SPY_5min$Date,1,4))
SPY_5min$MONTH<-as.numeric(substr(SPY_5min$Date,6,7))
SPY_5min$DAY<-as.numeric(substr(SPY_5min$Date,9,10))
SPY_5min$HOUR<-as.numeric(substr(SPY_5min$Date,12,13))
SPY_5min$MINUTE<-as.numeric(substr(SPY_5min$Date,15,16))
SPY_5min$DT=make_datetime(SPY_5min$YEAR,SPY_5min$MONTH,SPY_5min$DAY,SPY_5min$HOUR,SPY_5min$MINUTE)
datetimes= SPY_5min$DT
series <- xts(SPY_5min[,2:5], order.by = datetimes, tz="GMT")
dygraph(series) %>%
dyCandlestick()
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